+14,178.8%
TT vs ECL
+14,051.7%
+127.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.4% |
| 7D | -2.0% | -0.8% | -1.3% | -1.7% |
| 30D | -14.0% | +8.1% | -22.1% | -18.2% |
| 3M | -15.9% | +6.4% | -22.2% | -19.2% |
| 6M | -17.3% | +14.8% | -32.1% | -24.4% |
| YTD | +4.0% | +15.5% | -11.5% | -5.5% |
| 1Y | -7.1% | +20.1% | -27.2% | -17.7% |
| 3Y | +90.2% | +77.8% | +12.5% | +31.7% |
| 5Y | +131.1% | +37.9% | +93.2% | +82.5% |
| 10Y | +777.7% | +202.7% | +575.1% | +321.5% |
| All | +14,178.8% | +14,051.7% | +127.1% | +1,505.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling